+212.1%
PM vs PINS
-14.1%
+226.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -4.9% | -12.0% | +7.2% | -4.4% |
| 30D | -3.4% | -12.7% | +9.3% | -2.9% |
| 3M | +5.2% | -5.5% | +10.7% | +5.3% |
| 6M | +3.7% | +5.3% | -1.6% | +3.2% |
| YTD | +15.8% | -21.2% | +37.0% | +16.6% |
| 1Y | +17.4% | -45.0% | +62.4% | +20.1% |
| 3Y | +116.9% | -26.2% | +143.1% | +114.4% |
| 5Y | +117.3% | -64.0% | +181.3% | +124.0% |
| All | +212.1% | -14.1% | +226.2% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PINS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling